PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Goldman Sachs U.S. Mortgages Fund (GSUIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US38143H8604

Issuer

Goldman Sachs

Inception Date

Nov 2, 2003

Min. Investment

$1,000,000

Asset Class

Bond

Expense Ratio

GSUIX features an expense ratio of 0.45%, falling within the medium range.


Expense ratio chart for GSUIX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
GSUIX vs. ETV
Popular comparisons:
GSUIX vs. ETV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Goldman Sachs U.S. Mortgages Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
-1.59%
9.51%
GSUIX (Goldman Sachs U.S. Mortgages Fund)
Benchmark (^GSPC)

Returns By Period

Goldman Sachs U.S. Mortgages Fund had a return of 0.58% year-to-date (YTD) and 4.13% in the last 12 months. Over the past 10 years, Goldman Sachs U.S. Mortgages Fund had an annualized return of 0.94%, while the S&P 500 had an annualized return of 11.29%, indicating that Goldman Sachs U.S. Mortgages Fund did not perform as well as the benchmark.


GSUIX

YTD

0.58%

1M

0.81%

6M

-1.59%

1Y

4.13%

5Y*

-0.67%

10Y*

0.94%

^GSPC (Benchmark)

YTD

4.22%

1M

2.22%

6M

9.51%

1Y

22.46%

5Y*

12.74%

10Y*

11.29%

*Annualized

Monthly Returns

The table below presents the monthly returns of GSUIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.58%0.58%
2024-0.24%-1.67%0.95%-2.72%1.97%1.03%2.63%1.57%1.20%-2.72%1.24%-1.95%1.10%
20233.44%-2.74%2.00%0.52%-0.78%-0.55%0.10%-0.81%-3.09%-2.14%5.18%4.36%5.20%
2022-1.42%-0.93%-2.83%-3.37%0.72%-1.78%3.09%-3.29%-5.33%-1.45%4.32%-0.60%-12.50%
20210.13%-0.73%-0.62%0.69%-0.23%-0.07%0.53%-0.13%-0.36%-0.36%-0.03%-0.18%-1.35%
20200.93%1.02%-0.38%1.50%0.55%0.26%0.51%0.31%-0.02%0.15%0.51%0.32%5.80%
20190.78%-0.10%1.46%0.10%1.25%0.75%0.37%1.02%-0.01%0.27%0.08%0.26%6.40%
2018-1.01%-0.65%0.52%-0.43%0.72%0.04%-0.16%0.53%-0.53%-0.63%0.97%1.38%0.73%
2017-0.03%0.44%0.00%0.62%0.52%-0.33%0.33%0.78%-0.41%-0.09%-0.20%0.20%1.84%
20161.28%0.23%0.40%0.22%0.06%0.87%0.21%0.13%0.32%-0.25%-1.59%0.00%1.86%
20151.06%-0.25%0.39%0.06%-0.04%-0.61%0.38%0.03%0.54%0.06%-0.14%-0.15%1.31%
20141.54%0.38%-0.12%0.92%1.09%0.21%-0.27%0.77%-0.08%0.84%0.60%0.08%6.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GSUIX is 24, meaning it’s performing worse than 76% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of GSUIX is 2424
Overall Rank
The Sharpe Ratio Rank of GSUIX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of GSUIX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of GSUIX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of GSUIX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of GSUIX is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Goldman Sachs U.S. Mortgages Fund (GSUIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for GSUIX, currently valued at 0.72, compared to the broader market-1.000.001.002.003.004.000.721.77
The chart of Sortino ratio for GSUIX, currently valued at 1.06, compared to the broader market0.002.004.006.008.0010.0012.001.062.39
The chart of Omega ratio for GSUIX, currently valued at 1.13, compared to the broader market1.002.003.004.001.131.32
The chart of Calmar ratio for GSUIX, currently valued at 0.31, compared to the broader market0.005.0010.0015.0020.000.312.66
The chart of Martin ratio for GSUIX, currently valued at 1.77, compared to the broader market0.0020.0040.0060.0080.001.7710.85
GSUIX
^GSPC

The current Goldman Sachs U.S. Mortgages Fund Sharpe ratio is 0.72. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Goldman Sachs U.S. Mortgages Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.72
1.77
GSUIX (Goldman Sachs U.S. Mortgages Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Goldman Sachs U.S. Mortgages Fund provided a 3.96% dividend yield over the last twelve months, with an annual payout of $0.35 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%2.50%3.00%3.50%4.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.35$0.35$0.34$0.23$0.18$0.31$0.34$0.30$0.27$0.28$0.27$0.28

Dividend yield

3.96%3.94%3.76%2.56%1.67%2.88%3.27%2.94%2.60%2.65%2.54%2.65%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs U.S. Mortgages Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.03$0.00$0.03
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.35
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34
2022$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.23
2021$0.02$0.02$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.18
2020$0.03$0.03$0.02$0.03$0.03$0.03$0.03$0.02$0.03$0.03$0.03$0.02$0.31
2019$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34
2018$0.03$0.02$0.02$0.03$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.30
2017$0.03$0.03$0.02$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.27
2016$0.03$0.02$0.02$0.02$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.28
2015$0.02$0.02$0.02$0.03$0.03$0.02$0.00$0.02$0.03$0.03$0.03$0.02$0.27
2014$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.28

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.04%
0
GSUIX (Goldman Sachs U.S. Mortgages Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Goldman Sachs U.S. Mortgages Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Goldman Sachs U.S. Mortgages Fund was 18.65%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Goldman Sachs U.S. Mortgages Fund drawdown is 8.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.65%Feb 2, 2021434Oct 20, 2022
-8.51%Feb 4, 2008204Nov 20, 200896Apr 13, 2009300
-4.67%Mar 9, 20209Mar 19, 202028Apr 29, 202037
-4.67%Dec 6, 2012188Sep 5, 2013151Apr 11, 2014339
-3.27%Mar 18, 200436May 7, 200438Jul 2, 200474

Volatility

Volatility Chart

The current Goldman Sachs U.S. Mortgages Fund volatility is 1.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
1.35%
3.19%
GSUIX (Goldman Sachs U.S. Mortgages Fund)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab